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N Lunardon, On bias reduction and incidental parameters, Biometrika, Volume 105, Issue 1, March 2018, Pages 233–238, https://doi.org/10.1093/biomet/asx079
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Summary
Firth (1993) introduced a method for reducing the bias of the maximum likelihood estimator. Here it is shown that the approach is also effective in reducing the sensitivity of inferential procedures to incidental parameters.
© 2018 Biometrika Trust
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